Limit laws for the maxima of chain-dependent sequences with positive extremal index-Reference-Cited by-同舟云学术

Limit laws for the maxima of chain-dependent sequences with positive extremal index

Published:1992-03 Issue:1 Volume:29 Page:222-227
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Turkman K. F.,Oliveira M. F.

Abstract

We extend the results on the extremal properties of chain-dependent sequences considered in Turkman and Walker (1983) by assuming conditions similar to those given by Leadbetter and Nandagopalan (1987) which permit clustering of high values.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference10 articles.

1. Limit laws for maxima of a sequence of random variables defined on a Markov chain

2. Stability of maxima of random variables defined on a Markov chain

3. Asymptotic approximation of crossing probabilities of random sequences

4. The limiting distribution of the maximum term in a sequence of random variables defined on a markov chain

5. Limit Theorems for Extreme Values of Chain-Dependent Processes

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